+5.5%
FE vs Q
+56.5%
-51.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.4% | +7.2% | -0.3% |
| 7D | +0.6% | -10.3% | +10.9% | +0.5% |
| 30D | +6.4% | -17.7% | +24.1% | +6.3% |
| 3M | -0.5% | -18.8% | +18.4% | -0.6% |
| 6M | +4.7% | -24.8% | +29.5% | +4.4% |
| YTD | +8.4% | +35.0% | -26.6% | +6.5% |
| 1Y | +7.2% | +10.7% | -3.5% | +5.9% |
| All | +5.5% | +56.5% | -51.0% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded Q wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling